-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, HG4eGqjAnerPVZhEYhxxo69ww5Oon8NwID6RO5jtxwAcADjP042fgRB2R9ET/8SX 2ih9ZvB4UPMAnuXW6wRmXw== 0000875626-03-001750.txt : 20031112 0000875626-03-001750.hdr.sgml : 20031111 20031112123120 ACCESSION NUMBER: 0000875626-03-001750 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20030930 FILED AS OF DATE: 20031112 EFFECTIVENESS DATE: 20031112 FILER: COMPANY DATA: COMPANY CONFORMED NAME: FIRST TRUST ADVISORS LP CENTRAL INDEX KEY: 0001125816 IRS NUMBER: 363788904 STATE OF INCORPORATION: IL FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-06487 FILM NUMBER: 03992344 BUSINESS ADDRESS: STREET 1: 1001 WARRENVILLE RD STREET 2: SUITE 300 CITY: LISLE STATE: IL ZIP: 60532 13F-HR 1 q32003_13-fhr.txt THIRD QUARTER 13F-HR FILING, FIRST TRUST ADVISORS UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 09/30/2003 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: First Trust Advisors L.P. Address: 1001 Warrenville Road Lisle, Illinois 60532 13F File Number: The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this submission. Person Signing this Report on Behalf of Reporting Manager: Name: Mitchell Mohr Title: Chief Compliance Officer Phone: 630.241.8612 Signature, Place, and Date of Signing: ____________________________________________________ Mitchell Mohr Lisle, Illinois November 12, 2003 Report Type (Check only one.): [ X] 13F HOLDINGS REPORT. [ ] 13F NOTICE. [ ] 13F COMBINATION REPORT. List of Other Managers Reporting for this Manager: FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 768 Form 13F Information Table Value Total: $1,503,546 List of Other Included Managers: --
Title of Sum of Investment Other Voting Name of Issuer Class CUSIP Value X 1000 Shares Discretion Managers Authority 1-800-FLOWERS.COM, Inc. Common Stock 68243Q106 $2,551 339,283 Sole None Sole 3M Company Common Stock 88579Y101 $2,543 36,823 Sole None Sole Aaipharma, Inc. Common Stock 00252W104 $3 181 Sole None Sole Abbey Natl Common Stock 002920106 $261 15,558 Sole None Sole Abbott Laboratories Common Stock 002824100 $3,699 86,943 Sole None Sole Abercrombie & Fitch Common Stock 002896207 $17 598 Sole None Sole Abitibi Cons Inc Common Stock 003924107 $3,584 512,062 Sole None Sole ABM Industries Incorporated Common Stock 000957100 $154 10,875 Sole None Sole ABN Amro Hldg Common Stock 000937102 $387 20,942 Sole None Sole ACM Income Fund Inc Common Stock 000912105 $13 1,651 Sole None Sole ACM Managed Dollar Income Fd Common Stock 000949107 $16 1,976 Sole None Sole ACM Managed Income Fund Common Stock 000919100 $14 2,951 Sole None Sole Adobe Systems, Inc. Common Stock 00724F101 $1,070 27,153 Sole None Sole Advanced Digital Information C Common Stock 007525108 $17 1,215 Sole None Sole Advanced Fibre Communication Common Stock 00754A105 $1 43 Sole None Sole Advanced Neuromodulation Syste Common Stock 00757T101 $2,786 69,837 Sole None Sole AdvancePCS, Inc Common Stock 00790K109 $1,047 22,985 Sole None Sole Aegon N V ORD Amer REG Common Stock 007924103 $294 25,095 Sole None Sole Aetna Inc. Common Stock 00817Y108 $3 52 Sole None Sole Affiliated Computer Services Common Stock 008190100 $705 14,471 Sole None Sole Aflac Common Stock 001055102 $11,400 352,946 Sole None Sole Agilient Technolgy, Inc. Common Stock 00846U101 $1 52 Sole None Sole AGL Resources Inc. Common Stock 001204106 $2,522 89,523 Sole None Sole AirTran Holdings, Inc. Common Stock 00949P108 $12 726 Sole None Sole Albemarble Corp. Common Stock 012653101 $45 1,623 Sole None Sole Albertsons Inc Common Stock 013104104 $2,713 131,876 Sole None Sole Alcoa, Inc. Common Stock 013817101 $346 13,212 Sole None Sole ALLETE, Inc. Common Stock 018522102 $2,582 94,319 Sole None Sole Alliance Gaming Corp. Common Stock 01859P609 $12 585 Sole None Sole Alliance World II Common Stock 01879R106 $19 1,571 Sole None Sole Allstate Corp Common Stock 020002101 $3,166 86,677 Sole None Sole Alltel Corp Common Stock 020039103 $2,851 61,527 Sole None Sole Altera Corporation Common Stock 021441100 $11 602 Sole None Sole Altria Group, Inc. Common Stock 02209S103 $20,073 458,294 Sole None Sole Amazon.Com Inc Common Stock 023135106 $2,855 58,945 Sole None Sole Ambac Financial Common Stock 023139108 $621 9,702 Sole None Sole Amdocs Limited Common Stock 022569080 $2,795 148,659 Sole None Sole Amerada Hess Corporation Common Stock 023551104 $2,728 54,451 Sole None Sole AMEREN CP Common Stock 023608102 $2,538 59,138 Sole None Sole American Axle & Mfg. Holdings Common Stock 024061103 $18 626 Sole None Sole American Express Co Common Stock 025816109 $27 604 Sole None Sole American Healthways, Inc. Common Stock 02649V104 $1 24 Sole None Sole American Int'l Group Inc Common Stock 026874107 $963 16,684 Sole None Sole American Pharmaceutical Partne Common Stock 02886P109 $24 752 Sole None Sole American Power Conversion Common Stock 029066107 $289 16,692 Sole None Sole American Standard Companies In Common Stock 029712106 $2 24 Sole None Sole American Strategic Inc III Common Stock 03009T101 $14 1,126 Sole None Sole American Strategic Income II Common Stock 030099105 $14 1,051 Sole None Sole Americsourcebergen Corporation Common Stock 03073E105 $705 13,044 Sole None Sole Amerigroup Corp Common Stock 03073T102 $2,979 66,759 Sole None Sole AmeriTrade Holding Corporation Common Stock 03074K100 $2,478 216,576 Sole None Sole Amgen Common Stock 031162100 $1,890 29,320 Sole None Sole AmSouth Bancorporation Common Stock 032165102 $2,690 126,778 Sole None Sole Anadarko Common Stock 032511107 $348 8,324 Sole None Sole Angelica Corporation Common Stock 034663104 $54 2,828 Sole None Sole Anheuser Busch Co Inc Common Stock 035229103 $3,002 60,853 Sole None Sole Anntaylor Stores Common Stock 036115103 $68 2,110 Sole None Sole ANSYS, Inc. Common Stock 03662Q105 $10 288 Sole None Sole Anthem, Inc. Common Stock 03674B104 $11,718 164,275 Sole None Sole Apache Corporation Common Stock 037411105 $794 11,456 Sole None Sole Apartment Investment and Manag Common Stock 03748R101 $1 31 Sole None Sole Apollo Group Inc Cl A Common Stock 037604105 $4,049 61,345 Sole None Sole Applebees Intl Common Stock 037899101 $15 486 Sole None Sole Applied Materials Inc Common Stock 038222105 $863 47,672 Sole None Sole Archstone-Smith Trust Common Stock 039583109 $2,515 95,355 Sole None Sole Arthur J. Gallagher & Co. Common Stock 363576109 $2,680 94,757 Sole None Sole Artisan Components, Inc. Common Stock 042923102 $6 334 Sole None Sole Ashland Inc Common Stock 044204105 $2,502 76,169 Sole None Sole Associated Banc-Corp Common Stock 045487105 $2,515 66,369 Sole None Sole Astrazeneca Common Stock 046353108 $198 4,556 Sole None Sole AT&T Corp Common Stock 001957505 $19,951 925,796 Sole None Sole AT&T Wireless Common Stock 00209A106 $410 50,072 Sole None Sole Autoliv Inc. Common Stock 052800109 $2,799 92,781 Sole None Sole Automatic Data Processing, Inc Common Stock 053015103 $3 133 Sole None Sole AutoNation, Inc. Common Stock 05329W102 $2,766 157,694 Sole None Sole Autozone Common Stock 053332102 $45 499 Sole None Sole AvalonBay Communities Common Stock 053484101 $2,504 53,505 Sole None Sole Avaya Inc. Common Stock 053499109 $2,594 237,996 Sole None Sole Aventis Spon ADR Common Stock 053561106 $180 3,438 Sole None Sole Avery Dennison Corp Common Stock 053611109 $2,749 54,421 Sole None Sole Avid Technology, Inc. Common Stock 05367P100 $2,617 49,380 Sole None Sole Avon Products Inc. Common Stock 054303102 $349 5,412 Sole None Sole AXA-UAP-Spon ADR Common Stock 054536107 $78 4,613 Sole None Sole B J Services Common Stock 055482103 $570 16,689 Sole None Sole BAE Systems Common Stock 002634946 $7,580 2,716,744 Sole None Sole Baker Hughes Inc Common Stock 057224107 $14 479 Sole None Sole Ball Corp Common Stock 058498106 $323 5,976 Sole None Sole Bank Of America Corp Common Stock 060505104 $2,811 36,021 Sole None Sole Bank of Montreal Common Stock 063671101 $2,524 73,158 Sole None Sole Bank of NY Common Stock 064057102 $2,544 87,379 Sole None Sole Bank One Corp Common Stock 06423A103 $638 16,501 Sole None Sole BankUnited Financial Corp Common Stock 06652B103 $3 157 Sole None Sole Barclays PLC-ADR Common Stock 06738E204 $58 1,860 Sole None Sole Bard (CR)Inc Common Stock 067383109 $13 188 Sole None Sole Barr Labs Common Stock 068306109 $1,199 17,580 Sole None Sole Baxter Int'l Inc Common Stock 071813109 $2,534 87,197 Sole None Sole Bayer AG Common Stock 072730302 $76 3,517 Sole None Sole BB&T Corporation Common Stock 054937107 $2,688 74,850 Sole None Sole Bea Systems Common Stock 073325102 $2 132 Sole None Sole Bear Stearns Companies Inc. Common Stock 073902108 $648 8,662 Sole None Sole Bebe Stores Inc Common Stock 075571109 $3 125 Sole None Sole Beckman Coulter Inc. Common Stock 075811109 $2,903 63,740 Sole None Sole Becton Dickinson & Co Common Stock 075887109 $32 881 Sole None Sole Bed Bath & Beyond Common Stock 075896100 $632 16,540 Sole None Sole Bellsouth Corp Common Stock 079860102 $2,808 118,564 Sole None Sole Bemis Co Inc Common Stock 081437105 $2,531 57,123 Sole None Sole Benchmark Electronics, Inc. Common Stock 08160H101 $3,633 85,960 Sole None Sole Best Buy, Inc Common Stock 086516101 $2,599 54,699 Sole None Sole Biogen, Inc. Common Stock 090597105 $2 56 Sole None Sole Biomet Incorporated Common Stock 090613100 $111 3,323 Sole None Sole Bio-Rad Laboratories, Inc. Common Stock 090572207 $838 16,433 Sole None Sole Biosite Incorporated Common Stock 090945106 $55 1,960 Sole None Sole Biovail Corporation Common Stock 09067J109 $1,085 29,206 Sole None Sole Blackrock Core Bond Trust Common Stock 09249E101 $13 951 Sole None Sole Blackrock Strategic Bond Common Stock 09249G106 $15 976 Sole None Sole Boeing Co Common Stock 097023105 $8 241 Sole None Sole Bombay Company, Inc. Common Stock 097924104 $1 90 Sole None Sole Boston Scientific Corporation Common Stock 101137107 $26 432 Sole None Sole BP (ADR) Common Stock 055622104 $2,525 59,973 Sole None Sole BRE Properties, Inc. Common Stock 05564E106 $2,530 76,703 Sole None Sole Briggs & Stratton Common Stock 109043109 $5,483 93,306 Sole None Sole Bright Horizons Family Common Stock 109195107 $2,472 61,880 Sole None Sole Bristol Myers Squibb Co Common Stock 110122108 $228 8,901 Sole None Sole British American Tobacco Common Stock 110448107 $295 13,637 Sole None Sole Broadcom Corporation Common Stock 111320107 $824 30,901 Sole None Sole Brookline Bancorp, Inc. Common Stock 11373M107 $3,011 203,883 Sole None Sole Brown Shoe, Inc. Common Stock 115736100 $2,067 65,193 Sole None Sole Brown-Forman Corporation Common Stock 115637209 $2,498 31,570 Sole None Sole Burlington Resources Common Stock 122014103 $698 14,482 Sole None Sole C.H. Robinson Worldwide, Inc. Common Stock 12541W100 $3 69 Sole None Sole Cadbury Schweppes ADR Common Stock 127209302 $2,504 99,816 Sole None Sole California Pizza Kitchen Inc Common Stock 13054D109 $13 768 Sole None Sole Campbell Soup Company Common Stock 134429109 $2,520 95,103 Sole None Sole Canadian Imperial Bank Common Stock 136069101 $2,489 60,587 Sole None Sole Canadian Nat. Common Stock 136385101 $414 10,060 Sole None Sole Capital One Financial Corp Common Stock 14040H105 $814 14,265 Sole None Sole Capitol Federal Financial Common Stock 14057C106 $2,499 85,248 Sole None Sole Cardinal Health Inc Common Stock 14149Y108 $736 12,601 Sole None Sole Career Education Corp Common Stock 141665109 $2,597 57,317 Sole None Sole Carlisle Companies Incorporate Common Stock 142339100 $2,473 56,698 Sole None Sole Carnival Corp Common Stock 143658300 $386 11,723 Sole None Sole Caterpillar Inc Common Stock 149123101 $24,529 356,320 Sole None Sole Cavco Industries, Inc. Common Stock 149568107 $0 14 Sole None Sole CDW Computer Ctrs Inc Common Stock 125129106 $31 533 Sole None Sole Celgene Corp Common Stock 151020104 $2,827 65,284 Sole None Sole Centene Corporation Common Stock 15135B101 $7 233 Sole None Sole Centex Corporation Common Stock 152312104 $2,753 35,345 Sole None Sole CenturyTel Common Stock 156700106 $374 11,033 Sole None Sole Charter One Common Stock 160903100 $3,240 105,891 Sole None Sole Chattem Inc. Common Stock 162456107 $40 2,900 Sole None Sole Check Pt Software Tech Common Stock M22465104 $756 44,893 Sole None Sole CheckFree Corp Common Stock 162813109 $20 1,012 Sole None Sole Cheung Kong Common Stock 2098R1025 $6,485 3,133,068 Sole None Sole ChevronTexaco Corp Common Stock 166764100 $2,985 41,778 Sole None Sole Chico's Fas Common Stock 168615102 $2,852 93,093 Sole None Sole Christopher & Banks Corp. Common Stock 171046105 $45 1,894 Sole None Sole Chubb Corporation Common Stock 171232101 $2,559 39,439 Sole None Sole CIA Telecom Common Stock 204449300 $402 31,568 Sole None Sole CIGNA High Income Common Stock 12551D109 $14 5,404 Sole None Sole Cincinnati Financial Corporati Common Stock 172062101 $2,506 62,653 Sole None Sole CINERGY CORP Common Stock 172474108 $2,561 69,792 Sole None Sole Cintas Corp Common Stock 172908105 $46 1,251 Sole None Sole Cisco Systems Inc. Common Stock 17275R102 $3,662 187,046 Sole None Sole Citic Pacific Common Stock 267001375 $6,013 2,933,001 Sole None Sole Citigroup Capital IX 6% Common Stock 173066200 $5 201 Sole None Sole Citigroup, Inc. Common Stock 172967101 $1,680 36,909 Sole None Sole Citrix Systems Common Stock 177376100 $36 1,647 Sole None Sole City National Corporation Common Stock 178566105 $2,545 49,948 Sole None Sole Claires Stores, Inc. Common Stock 179584107 $5,314 158,820 Sole None Sole Clear Channel Comm Common Stock 184502102 $1 23 Sole None Sole Clorox Common Stock 189054109 $2,870 62,562 Sole None Sole Coach Inc Common Stock 189754104 $3,185 58,357 Sole None Sole Coca Cola Co Common Stock 191216100 $2,544 59,214 Sole None Sole Coca-Cola Bottling Common Stock 191098102 $46 927 Sole None Sole Cognizant Technology Solutions Common Stock 192446102 $2,698 73,993 Sole None Sole Colgate Palmolive Co Common Stock 194162103 $3,026 54,149 Sole None Sole Comcast Class A Common Stock 20030N101 $2 50 Sole None Sole Comcast Corporation Common Stock 20030N200 $414 13,963 Sole None Sole Comerica Common Stock 200340107 $2,525 54,192 Sole None Sole Commerce Banc Common Stock 200525103 $3,192 72,962 Sole None Sole Commonwealth Telephone Enterpr Common Stock 203349105 $307 7,646 Sole None Sole Compuware Corp Common Stock 205638109 $1 274 Sole None Sole Conagra Inc Common Stock 205887102 $2,665 125,472 Sole None Sole ConocoPhillips Inc Common Stock 20825C104 $7,372 134,656 Sole None Sole Consol Energy, Inc. Common Stock 20854P109 $4,322 232,615 Sole None Sole Consolidated Edison Inc. Common Stock 209115104 $2,570 63,050 Sole None Sole Constellation Energy Goup Common Stock 210371100 $2,504 69,986 Sole None Sole Cooper Cos Inc Common Stock 216648402 $34 839 Sole None Sole Corinthian Colleges Inc Common Stock 218868107 $2,830 49,560 Sole None Sole Corporate High Yield Fd III Common Stock 219925104 $15 1,776 Sole None Sole Corporate High Yield FD V Common Stock 219931102 $15 1,001 Sole None Sole Corporate High Yield Fund Common Stock 219914108 $14 1,634 Sole None Sole Corrections Corporation of Ame Common Stock 22025Y407 $15 625 Sole None Sole Cost Plus Inc Common Stock 221485105 $2,480 67,036 Sole None Sole CoStar Group, Inc. Common Stock 22160N109 $2,593 99,136 Sole None Sole Countrywide Financial Corporat Common Stock 222372104 $712 9,094 Sole None Sole Covance Inc. Common Stock 222816100 $145 6,502 Sole None Sole Credit Suisse Asset Mgmt Common Stock 224916106 $14 3,276 Sole None Sole Credit Suisse Group Common Stock 225401108 $395 12,356 Sole None Sole Credit Suisse High Yield Common Stock 22544F103 $15 3,201 Sole None Sole Crown Castle Intl Corp Common Stock 228227104 $1 94 Sole None Sole Cubic Corp. Common Stock 229669106 $2,641 105,135 Sole None Sole Curtiss-Wright Corporation Common Stock 231561101 $1,421 20,127 Sole None Sole Cyberonics, Inc. Common Stock 23251P102 $8 269 Sole None Sole Cypress Semiconductor Common Stock 232806109 $2,530 143,112 Sole None Sole Daimler Chrysler Common Stock D1668R123 $4,621 131,817 Sole None Sole DaVita Inc. Common Stock 23918K108 $2,857 89,744 Sole None Sole Dean Foods Common Stock 242370104 $373 12,012 Sole None Sole Debt Strategies Fund Inc Common Stock 24276Q109 $15 2,301 Sole None Sole Dell Inc. Common Stock 24702R101 $1,950 58,403 Sole None Sole Deluxe Corp Common Stock 248019101 $2,567 63,959 Sole None Sole Denbury Resources Inc. Common Stock 247916208 $9 734 Sole None Sole Devon Energy Corp Common Stock 25179M103 $368 7,635 Sole None Sole Dial Corporation Common Stock 25247D101 $10 462 Sole None Sole Digene Corporation Common Stock 253752109 $2,589 63,358 Sole None Sole Digital Insight Corp Common Stock 25385P106 $4 191 Sole None Sole Dionex Corporation Common Stock 254546104 $33 849 Sole None Sole Disney Walt Co Holding Co Common Stock 254687106 $238 11,811 Sole None Sole Dollar General Corporation Common Stock 256669102 $2,543 127,156 Sole None Sole Dollar Thrifty Automotive Grou Common Stock 256743105 $1,899 83,604 Sole None Sole Dollar Tree Stores Common Stock 256747106 $2,563 76,406 Sole None Sole Dominion Resources Common Stock 25746U109 $2,577 41,632 Sole None Sole Dover Corporation Common Stock 260003108 $2,502 70,753 Sole None Sole Dow Jones & Co. Common Stock 260561105 $2,516 53,132 Sole None Sole DR Horton Inc. Common Stock 23331A109 $3,001 91,763 Sole None Sole Dreyfus High Yield Common Stock 26200S101 $16 3,201 Sole None Sole Dsp Group Inc Common Stock 23332B106 $4 146 Sole None Sole Du Pont EI De Nemour & Co Common Stock 263534109 $19,413 485,201 Sole None Sole Duke Realty Corporation Common Stock 264411505 $2,537 86,884 Sole None Sole East West Bancorp Inc Common Stock 27579R104 $3,582 83,780 Sole None Sole Eastman Kodak Company Common Stock 277461109 $16,488 787,384 Sole None Sole Eaton Corp Common Stock 278058102 $2,482 28,003 Sole None Sole Ebay Inc. Common Stock 278642103 $3,027 56,442 Sole None Sole Echostar Commun Corp New Common Stock 278762109 $2,570 67,109 Sole None Sole Education Management Cp Common Stock 28139T101 $2,560 44,275 Sole None Sole Electronic Arts Inc. Common Stock 285512109 $4,441 48,179 Sole None Sole Electronic Data Systems Common Stock 285661104 $4,496 222,577 Sole None Sole Emcor Group Inc Common Stock 29084Q100 $25 588 Sole None Sole Emerson Electric Co Common Stock 291011104 $6,609 125,522 Sole None Sole Emulex Corporation Common Stock 292475209 $2,546 100,734 Sole None Sole Encana Corp Common Stock 292505104 $380 10,456 Sole None Sole Endesa SA-Spon ADR Common Stock 29258N107 $114 7,327 Sole None Sole Enel Societa Per Azioni Common Stock 29265W108 $381 12,256 Sole None Sole Energen Corporation Common Stock 29265N108 $2,565 70,895 Sole None Sole Energy East Corporation Common Stock 29266M109 $2,756 122,879 Sole None Sole Engineered Support Systems Common Stock 302130109 $5,997 99,041 Sole None Sole ENI Spa-Spon ADR Rep Common Stock 26874R108 $710 9,284 Sole None Sole Entergy Corporation Common Stock 29364G103 $14,387 265,686 Sole None Sole Enzo Biochem, Inc. Common Stock 294100102 $15 759 Sole None Sole EOG Resources, Inc. Common Stock 26875P101 $1 22 Sole None Sole Equifax Inc Common Stock 294429105 $2 77 Sole None Sole Equitable Resources, Inc. Common Stock 294549100 $2,529 61,535 Sole None Sole Equity Office Property Trust Common Stock 294741103 $2,547 92,516 Sole None Sole Equity Residential Common Stock 29476L107 $2,558 87,348 Sole None Sole ESCO Technologies Inc. Common Stock 296315104 $2,920 64,506 Sole None Sole eSpeed, Inc. Common Stock 296643109 $4 156 Sole None Sole Evergreen Inc. Advantage Common Stock 30023Y105 $15 985 Sole None Sole Exelon Corporation Common Stock 30161N101 $3,391 53,410 Sole None Sole Expeditors Intl Wash Common Stock 302130109 $21 607 Sole None Sole Express Scripts Inc. Common Stock 302182100 $851 13,924 Sole None Sole Exult, Inc. Common Stock 302284104 $2,539 315,785 Sole None Sole Exxon Mobil Corp Common Stock 30231G102 $3,457 94,443 Sole None Sole F5 Networks Inc Common Stock 315616102 $3 144 Sole None Sole FactSet Research Systems Inc. Common Stock 303075105 $2,642 59,564 Sole None Sole Fannie Mae Common Stock 313586109 $630 8,972 Sole None Sole FEDERAL REALTY INVS TRUST Common Stock 313747206 $2,598 70,495 Sole None Sole Federated Invts Inc Common Stock 314211103 $39 1,394 Sole None Sole Fedl Home Loan Mtg Corp Common Stock 313400301 $1 17 Sole None Sole Fifth Third Bancorp Common Stock 316773100 $2,472 44,516 Sole None Sole First Data Corp Common Stock 319963104 $1 26 Sole None Sole First Health Group Corp Common Stock 320960107 $222 8,455 Sole None Sole First Midwest Bancorp Inc. Common Stock 320867104 $2,493 83,913 Sole None Sole First Niagara Financial Group Common Stock 33582V108 $3,781 250,565 Sole None Sole First Tennessee National Corpo Common Stock 337162101 $2,540 59,824 Sole None Sole FirstFed Financial Corp. Common Stock 337907109 $3 75 Sole None Sole Flagstar Bancorp, Inc. Common Stock 337930101 $4,642 202,266 Sole None Sole Flextronics Intl Ltd. Common Stock Y2573F102 $1 93 Sole None Sole FLIR Systems, Inc. Common Stock 302445101 $5 184 Sole None Sole Forest Labs Inc Common Stock 345838106 $2,742 53,313 Sole None Sole Fortis Common Stock 34956J309 $263 15,314 Sole None Sole Fortune Brands Inc Common Stock 349631101 $15,714 276,896 Sole None Sole Fossil Inc Common Stock 349882100 $3,929 161,704 Sole None Sole Foundry Networks Inc. Common Stock 35063R100 $2,619 121,802 Sole None Sole FPL Group, Inc. Common Stock 302571104 $2,552 40,382 Sole None Sole France Telecom Common Stock 35177Q105 $246 10,582 Sole None Sole Franklin Resources Inc. Common Stock 354613101 $36 819 Sole None Sole Freds Inc Common Stock 356108100 $2,603 78,971 Sole None Sole Fresh Del Monte Produce Inc. Common Stock G36738105 $3 131 Sole None Sole FTI Consulting, Inc. Common Stock 302941109 $2,115 121,889 Sole None Sole Gap Inc. Common Stock 364760108 $- 53 Sole None Sole Genentech Inc Common Stock 368710406 $2,562 31,985 Sole None Sole General Dynamics Common Stock 369550108 $2,609 33,419 Sole None Sole General Electric Cap CP 5 Common Stock 369622493 $5 201 Sole None Sole General Electric Co Common Stock 369604103 $30,846 1,034,888 Sole None Sole General Mills Inc Common Stock 370334104 $2,519 53,527 Sole None Sole General Motors Corp Common Stock 370442105 $19,662 480,387 Sole None Sole Genesis Health Ventures I Common Stock 37183F107 $5 225 Sole None Sole Gentex Corporation Common Stock 371901109 $221 6,359 Sole None Sole Genuine Parts Co. Common Stock 372460105 $2,541 79,463 Sole None Sole Genzyme Corp Genl Common Stock 372917104 $37 806 Sole None Sole Georgia Gulf Corp Common Stock 373200203 $34 1,477 Sole None Sole Georgia Pacific Corp Common Stock 373298108 $5,997 247,418 Sole None Sole Georgia Power Company 5.9 Common Stock 373334531 $8 329 Sole None Sole Getty Images, Inc. Common Stock 374276103 $2,636 74,984 Sole None Sole Gilead Sciences Inc Common Stock 375558103 $3,575 63,821 Sole None Sole Gillette Co Common Stock 375766102 $2,577 80,568 Sole None Sole GKN PLC Common Stock 030646508 $6,444 1,614,923 Sole None Sole GlaxoSmithKline Plc Common Stock 37733W105 $5,479 129,214 Sole None Sole Global High Income Dollar Common Stock 37933G108 $16 926 Sole None Sole Golden West Financial Corporat Common Stock 381317106 $710 7,934 Sole None Sole Goldman Sachs Common Stock 38141G104 $633 7,541 Sole None Sole Great Plains Energy Incorporat Common Stock 391164100 $2,549 84,081 Sole None Sole Griffon Corporation Common Stock 398433102 $3 188 Sole None Sole Group One Automotive Common Stock 398905109 $2,760 79,911 Sole None Sole GTECH Holdings Corp. Common Stock 400518106 $303 7,065 Sole None Sole Guidant Common Stock 401698105 $1,070 22,844 Sole None Sole Guitar Center Inc. Common Stock 402040109 $5,325 165,461 Sole None Sole Gymboree Corporation Common Stock 403777105 $1,533 108,777 Sole None Sole H&R Block Inc Common Stock 093671105 $195 4,516 Sole None Sole Halliburton Company Common Stock 406216101 $13,222 545,250 Sole None Sole Hancock Holding Company Common Stock 410120109 $12 246 Sole None Sole Hancock John Financial Service Common Stock 41014S106 $689 20,398 Sole None Sole Handleman Company Common Stock 410252100 $2 113 Sole None Sole Hang Lung Properties Common Stock 101000591 $7,058 5,557,447 Sole None Sole Harley-Davidson Inc. Common Stock 412822108 $362 7,520 Sole None Sole Harman International Industrie Common Stock 413086109 $2,868 29,158 Sole None Sole Harrahs Entertainment Inc. Common Stock 413619107 $788 18,724 Sole None Sole Harsco Corp Common Stock 415864107 $4,828 125,498 Sole None Sole Hawaiian Electric Industries, Common Stock 419870100 $2,517 57,818 Sole None Sole Headwaters, Inc. Common Stock 42210P102 $1,534 95,138 Sole None Sole Health Care Property Common Stock 421915109 $2,634 56,395 Sole None Sole Health Care REIT Inc. Common Stock 42217K106 $42 1,366 Sole None Sole Health Management Assoc Common Stock 421933102 $965 44,233 Sole None Sole Healthcare Realty Trust Common Stock 421946104 $2,576 80,556 Sole None Sole Heartland Express Inc. Common Stock 422347104 $8 343 Sole None Sole HEILIG-MEYERS CO Common Stock 422893107 $0 301 Sole None Sole Helen of Troy Corporation Common Stock 4388N1065 $2,847 117,024 Sole None Sole Hershey Foods Common Stock 427866108 $2,508 34,514 Sole None Sole Hewlett-Packard Company Common Stock 428236103 $1,445 74,657 Sole None Sole Hibernia Corporation Common Stock 428656102 $2,492 122,978 Sole None Sole High Yield Plus Fund Inc. 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Common Stock 46625H100 $37,634 1,096,297 Sole None Sole Janus Fund Common Stock 471023101 $5 249 Sole None Sole JB Hunt Trans Services Common Stock 445658107 $2,613 99,768 Sole None Sole Jefferson Pilot Corp Common Stock 475070108 $2,518 56,749 Sole None Sole JetBlue Airways Corporation Common Stock 477143101 $1,201 19,736 Sole None Sole Johnson & Johnson Common Stock 478160104 $6,198 125,154 Sole None Sole JP Morgan Chase 5.875% Common Stock 46626V207 $9 401 Sole None Sole K V Pharmaceutical -Cl A Common Stock 482740206 $4 173 Sole None Sole Kaufman & Broad Home Cp Common Stock 48666K109 $46 773 Sole None Sole Kellogg Company Common Stock 487836108 $6,328 189,732 Sole None Sole KeySpan Corporation Common Stock 49337W100 $2,680 76,391 Sole None Sole Kimberly Clark Corp Common Stock 494368103 $2,935 57,199 Sole None Sole Kimco Realty Corporation Common Stock 49446R109 $2,548 62,190 Sole None Sole Knight Ridder Inc Common Stock 499040103 $2,475 37,114 Sole None Sole Knight Transportation Inc Common Stock 499064103 $6 258 Sole None Sole Koninkijke A Hold ADR Common Stock 500467303 $191 20,050 Sole None Sole Kraft Foods Common Stock 50075N104 $2,814 95,401 Sole None Sole Kronos Incorporated Common Stock 501052104 $12 224 Sole None Sole K-Swiss Inc Common Stock 482686102 $2,971 82,560 Sole None Sole Lancaster Colony Corp Common Stock 513847103 $2,538 63,602 Sole None Sole LandAmerica Fin'l Grp Inc Common Stock 514936103 $2,970 64,798 Sole None Sole Landry's Restaurant Inc Common Stock 51508L103 $22 1,093 Sole None Sole Landstar System Inc Common Stock 515098101 $3,400 55,363 Sole None Sole Leap Wireless Int'l Inc. 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Common Stock 879382208 $403 11,361 Sole None Sole Telephone and Data S Common Stock 879433100 $383 6,780 Sole None Sole Tellabs, Inc Common Stock 879664100 $3 396 Sole None Sole Temple Inland Inc Common Stock 879868107 $4,313 88,830 Sole None Sole Templeton Emerg Mkts Income Common Stock 880192109 $2 191 Sole None Sole Terex Corporation Common Stock 880779103 $2 87 Sole None Sole Tetra Technologies Inc. Common Stock 88162F105 $6 295 Sole None Sole Teva Pharmaceutical Common Stock 881624209 $2,417 42,261 Sole None Sole Texas Regl BCSHS Inc Common Stock 882673106 $3,464 102,514 Sole None Sole Textron, Inc. Common Stock 883203101 $3,619 91,748 Sole None Sole The Bank of Nova Scotia Common Stock 064149107 $2,534 54,317 Sole None Sole The Men's Wearhouse, Inc. Common Stock 587118100 $2,866 111,729 Sole None Sole The Toronto-Dominion Bank Common Stock 891160509 $2,550 90,115 Sole None Sole Thermo Electron Corporation Common Stock 883556102 $3 117 Sole None Sole Thor Industries Common Stock 885160101 $155 2,876 Sole None Sole Thoratec Corporation Common Stock 885175307 $22 1,270 Sole None Sole Tidewater Common Stock 886423102 $367 12,974 Sole None Sole Tier Technologies Inc Cl B Common Stock 88650Q100 $9 1,061 Sole None Sole Time Warner Inc. Common Stock 00184A105 $6 376 Sole None Sole Titan Corp Common Stock 888266103 $1 58 Sole None Sole TJX Companies Inc Common Stock 872540109 $53 2,729 Sole None Sole Torchmark Corp Common Stock 891027104 $21 508 Sole None Sole Toro Company Common Stock 891092108 $3,962 88,043 Sole None Sole Total SA Common Stock 89151E109 $3,060 40,372 Sole None Sole Total System Services, Inc. Common Stock 891906109 $2,612 99,120 Sole None Sole Toys R Us Common Stock 892335100 $5 426 Sole None Sole Tractor Supply Company Common Stock 892356106 $40 1,217 Sole None Sole Transaction Sys Archit Common Stock 893416107 $2,681 161,926 Sole None Sole Travelers Property Casualty A Common Stock 89420G109 $0 26 Sole None Sole Travelers Property Casualty B Common Stock 89420G406 $1 54 Sole None Sole Trex Co Inc Common Stock 89531P105 $13 411 Sole None Sole Trimble Navigation Limited Common Stock 896239100 $30 1,292 Sole None Sole Tuesday Morning Corp. Common Stock 899035505 $13 481 Sole None Sole U.S. Bancorp Common Stock 902973304 $1,375 57,322 Sole None Sole UCBH Holdings Inc Common Stock 90262T308 $4,122 136,408 Sole None Sole Ultra Petroleum Corp. Common Stock 903914109 $5 355 Sole None Sole Unilever ADV Common Stock 904784709 $2,598 43,900 Sole None Sole Unilever PLC (ADR) Common Stock 904767704 $2,491 71,906 Sole None Sole Union Planters Corp Common Stock 908068109 $2,668 84,326 Sole None Sole Unit Corp Common Stock 909218109 $2,915 154,733 Sole None Sole United Dominion Realty Common Stock 910197102 $2,566 140,165 Sole None Sole United Online, Inc. Common Stock 911268100 $2,557 73,501 Sole None Sole United Parcel Service Inc. Common Stock 911312106 $720 11,289 Sole None Sole United Technologies Corp Common Stock 913017109 $2,532 32,770 Sole None Sole UnitedHealth Group Inc. Common Stock 91324P102 $13,046 259,278 Sole None Sole Unitrin, Inc. Common Stock 913275103 $2,504 82,213 Sole None Sole Urban Outfitters, Inc. Common Stock 917047102 $2,623 100,649 Sole None Sole USX-Marathon Group Common Stock 565849106 $3,153 110,642 Sole None Sole UTD Natural Foods Common Stock 911163103 $8 235 Sole None Sole UTStarcom, Inc. Common Stock 918076100 $3,951 124,241 Sole None Sole Valero Energy Common Stock 91913Y100 $401 10,489 Sole None Sole VCA Antech, Inc. Common Stock 918194101 $13 546 Sole None Sole Vectren Corporation Common Stock 92240G101 $2,572 108,883 Sole None Sole Ventana Medical System Inc. Common Stock 92276H106 $5 113 Sole None Sole Veritas Software Corp Common Stock 923436109 $1,108 35,177 Sole None Sole Verity, Inc. Common Stock 92343C106 $2 133 Sole None Sole Verizon Communications Common Stock 92343V104 $2,803 86,411 Sole None Sole Viacom Inc Non-Vtg CL B Common Stock 925524308 $1 15 Sole None Sole Vivendi Universal Common Stock 92851S204 $305 17,161 Sole None Sole Vodafone Group ADR Common Stock 92857W100 $336 16,599 Sole None Sole Vornado Realty Trust Common Stock 929042109 $33 688 Sole None Sole Vulcan Materials Company Common Stock 929160109 $2,718 68,106 Sole None Sole Wachovia Corporation Common Stock 929903102 $2 38 Sole None Sole Wal-Mart Stores Inc Common Stock 931142103 $2 65 Sole None Sole Washington Fed Inc. Common Stock 938824109 $2,510 99,615 Sole None Sole Washington Mutual Inc Common Stock 939322103 $633 16,079 Sole None Sole Washington Real Estate Investm Common Stock 939653101 $2,526 87,106 Sole None Sole Waters Corp Common Stock 941848103 $2,867 104,514 Sole None Sole Wausau-Mosinee Paper Corporati Common Stock 943315101 $4,371 357,998 Sole None Sole Waypoint Financial Corp Common Stock 946756103 $0 18 Sole None Sole Weatherford Common Stock G95089101 $343 9,092 Sole None Sole WebEx Communications, Inc Common Stock 94767L109 $2,587 137,002 Sole None Sole Weingarten Realty Investors Common Stock 948741103 $2,527 56,167 Sole None Sole Weis Markets Inc Common Stock 948849104 $20 586 Sole None Sole Wellpoint Health Networks Common Stock 94973H108 $11,854 153,791 Sole None Sole Wells Fargo & Co Common Stock 949746101 $3,286 63,807 Sole None Sole Wells Fargo Capital VII 5 Common Stock 94979B204 $2 101 Sole None Sole Wells Fargo Capital VIII Common Stock 94979D200 $5 223 Sole None Sole Western Digital Corp Common Stock 958102105 $322 24,970 Sole None Sole Weyerhaeuser Co. Common Stock 962166104 $4,693 80,298 Sole None Sole WGL Holdings, Inc. Common Stock 92924F106 $2,541 92,144 Sole None Sole Whole Foods Market, Inc. Common Stock 966837106 $276 5,004 Sole None Sole Williams-Sonoma Inc. Common Stock 969904101 $35 1,290 Sole None Sole Wilmington Trust Corp. Common Stock 971807102 $2,522 81,999 Sole None Sole Wilson Greatbatch Technologies Common Stock 972232102 $18 508 Sole None Sole Winnegabo Industries Inc Common Stock 974637100 $0 12 Sole None Sole Wintrust Finl Corp Common Stock 97650W108 $2,263 59,877 Sole None Sole Wisconsin Energy Corporation Common Stock 976657106 $2,582 84,476 Sole None Sole Worldcom Inc GA New MCI Grp. C Common Stock 98157D304 $0 37 Sole None Sole Worldcom Inc. Worldcom Grp. Common Stock 98157D106 $0 933 Sole None Sole WPS Resources Corp Common Stock 92931B106 $2,546 61,792 Sole None Sole Wyeth Common Stock 983024100 $3,626 78,688 Sole None Sole XL Capital LTD-CL A Common Stock 982551056 $2,562 33,085 Sole None Sole XTO Energy Common Stock 98385X106 $410 19,632 Sole None Sole Yahoo Inc Common Stock 984332106 $63 1,775 Sole None Sole Yankee Candle Inc Common Stock 984757104 $2,800 109,889 Sole None Sole Yellow Corporaton Common Stock 985509108 $38 1,289 Sole None Sole YUM! Brands, Inc. Common Stock 988498101 $3 86 Sole None Sole Zenix Income Fund Common Stock 989414107 $15 4,151 Sole None Sole Zimmer Hldgs. Inc Common Stock 98956P102 $1,086 19,706 Sole None Sole Zoran Corporation Common Stock 98975F101 $4 195 Sole None Sole Zygo Corporation Common Stock 989855101 $2,092 127,968 Sole None Sole ----------- $1,503,546 ===========
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